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We present and study a family of finite amplitude breathers on a genuinely anharmonic Klein-Gordon lattice embedded in a nonlinear site potential. The direct numerical simulations are supported by a quasilinear Schrodinger equation (QLS) derived by averaging out the fast oscillations assuming small, albeit finite, amplitude vibrations. The genuinely anharmonic interlattice forces induce breathers which are strongly localized with tails evanescing at a doubly exponential rate and are either close to a continuum, with discrete effects being suppressed, or close to an anticontinuum state, with discrete effects being enhanced. Whereas the D-QLS breathers appear to be always stable, in general there is a stability threshold which improves with spareness of the lattice.